+36.3%
ALB vs RL
+347.1%
-310.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +1.1% | -4.4% | +5.4% | +2.6% |
| 30D | -2.6% | +5.6% | -8.2% | -5.4% |
| 3M | -25.6% | -0.6% | -24.9% | -26.0% |
| 6M | -54.0% | +15.5% | -69.5% | -57.7% |
| YTD | -31.6% | +12.3% | -43.9% | -37.0% |
| 1Y | -6.6% | +19.3% | -25.9% | -16.5% |
| 3Y | -14.0% | +255.5% | -269.5% | -55.2% |
| 5Y | -62.5% | +247.1% | -309.6% | -80.7% |
| 10Y | +36.3% | +346.0% | -309.7% | -38.0% |
| All | +36.3% | +347.1% | -310.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling